#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
using Cephei.QL.Methods.Finitedifferences.Solvers;
namespace Cephei.QL.Pricingengines.Basket
{
    /// <summary> 
	/// ! \ingroup basketengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Kirk approximation.
	/// </summary>
    [Guid ("EBC9EC25-083F-41e6-ABDF-8681AA02D42D"),ComVisible(true)]
	public interface IFd2dBlackScholesVanillaEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IFd2dBlackScholesVanillaEngine Calculate {get;}
    }   

    /// <summary> 
	/// ! \ingroup basketengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Kirk approximation. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IFd2dBlackScholesVanillaEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IFd2dBlackScholesVanillaEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess p1, Cephei.QL.Processes.IGeneralizedBlackScholesProcess p2, Double correlation, Microsoft.FSharp.Core.FSharpOption<UInt64> xGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> yGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> tGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> dampingSteps, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSchemeDesc> schemeDesc);
    }
}

